Reflected BSDEs with nonpositive jumps, and controller-and-stopper games

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Laboratoire de Probabilités et Modèles Aléatoires, CNRS, Université Paris Diderot, France ^{[1
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Stoch. Processes Appl. | / 2卷 / 597-633期

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[1] Reflected BSDEs with nonpositive jumps, and controller-and-stopper games
Choukroun, Sebastien
Cosso, Andrea
Huyen Pham
STOCHASTIC PROCESSES AND THEIR APPLICATIONS, 2015, 125 (02) : 597 - 633
[2] ON THE MULTIDIMENSIONAL CONTROLLER-AND-STOPPER GAMES
Bayraktar, Erhan
Huang, Yu-Jui
SIAM JOURNAL ON CONTROL AND OPTIMIZATION, 2013, 51 (02) : 1263 - 1297
[3] Controller-and-stopper stochastic differential games with regime switching
Lv, Siyu (lvsiyu@seu.edu.cn), 2021, arXiv
[4] Generalized Dynkin games and doubly reflected BSDEs with jumps
Dumitrescu, Roxana
Quenez, Marie-Claire
Sulem, Agnes
ELECTRONIC JOURNAL OF PROBABILITY, 2016, 21
[5] The controller-and-stopper game for a linear diffusion
Karatzas, I
Sudderth, WD
ANNALS OF PROBABILITY, 2001, 29 (03): : 1111 - 1127
[6] Reflected scheme for doubly reflected BSDEs with jumps and RCLL obstacles
Dumitrescu, Roxana
Labart, Celine
JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS, 2016, 296 : 827 - 839
[7] REFLECTED AND DOUBLY REFLECTED BSDES WITH JUMPS: A PRIORI ESTIMATES AND COMPARISON
Crepey, Stephane
Matoussi, Anis
ANNALS OF APPLIED PROBABILITY, 2008, 18 (05): : 2041 - 2069
[8] On the Controller-Stopper Problems with Controlled Jumps
Bayraktar, Erhan
Li, Jiaqi
APPLIED MATHEMATICS AND OPTIMIZATION, 2019, 80 (01): : 195 - 222
[9] On the Controller-Stopper Problems with Controlled Jumps
Erhan Bayraktar
Jiaqi Li
Applied Mathematics & Optimization, 2019, 80 : 195 - 222
[10] HOW TO DETECT A SALAMI SLICER: A STOCHASTIC CONTROLLER-AND-STOPPER GAME WITH UNKNOWN COMPETITION
Ekstrom, Erik
Lindensjo, Kristoffer
Olofsson, Marcus
SIAM JOURNAL ON CONTROL AND OPTIMIZATION, 2022, 60 (01) : 545 - 574

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